Commit Graph

8 Commits (2465c8fc78cc67ee9a4f12e06001f9859e1f6d49)

Author SHA1 Message Date
Tyler Goodlet 2465c8fc78 Pop subscriber streams on connection errors 2021-06-25 00:53:32 -04:00
Tyler Goodlet ccf81520cb First attempt data feed side quote throttling
Adding binance's "hft" ws feeds has resulted in a lot of context
switching in our Qt charts, so much so it's chewin CPU and definitely
worth it to throttle to the detected display rate as per discussion in
issue #192.

This is a first very very naive attempt at throttling L1 tick feeds on
the `brokerd` end (producer side) using a constant and uniform delivery
rate by way of a `trio` task + mem chan.  The new func is
`data._sampling.uniform_rate_send()`. Basically if a client request
a feed and provides a throttle rate we just spawn a task and queue up
ticks until approximately the next display rate's worth period of time
has passed before forwarding. It's definitely nothing fancy but does
provide fodder and a start point for an up and coming queueing eng to
start digging into both #107 and #109 ;)
2021-06-14 21:43:19 -04:00
Tyler Goodlet 57a35a3c6c Port feed bus endpoint to a `@tractor.context` 2021-06-14 10:55:01 -04:00
Tyler Goodlet 59475cfd81 Store lowercase symbols within piker data internals 2021-05-27 13:05:23 -04:00
Tyler Goodlet 0b36bacfb6 Avoid weird `pydantic` runtime warning 2021-05-24 12:22:17 -04:00
Tyler Goodlet 9c3f8ff050 Only do context unsubs in main feed bus path 2021-05-24 12:16:26 -04:00
Tyler Goodlet 3147a49384 Move sample-broadcast routine into sampling module 2021-04-10 14:18:40 -04:00
Tyler Goodlet 71d02db126 Rename "buffer" to "sampling" 2021-04-10 14:18:40 -04:00